Price: $9.01
By analyzing the intricate patterns in asset returns via fractal dimension, investors are empowered to craft sophisticated trading strategies by utilizing insightful signals. Our exploration focuses on whether integrating Artificial Neural Networks and Genetic Algorithms with comprehensive technical and fundamental economic data have the potential to significantly enhance trading returns, thereby generating profitable outcomes. To gauge predictability, we measure the Hurst Exponent for each time series. Our research identifies four stocks with substantial Hurst exponents and a couple with low ones, suggesting that market behaviors aren’t entirely random. We affirm our hypothesis and conclude that deploying advanced trading strategies can indeed lead to profit generation in both the Kuwaiti and Saudi Arabian stock markets. Read more.